H. Nieuwenhuis

Finance · 2009

A researcher in the Science corpus: 1 paper; trusts 5 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom H. Nieuwenhuis trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Cornelis W. Oosterlee
  2. Ioannis Karatzas
  3. Michel H. Vellekoop
  4. Steven E. Shreve
  5. J. Nieuwenhuis

Papers from H. Nieuwenhuis's perspective

Ordered by how strongly the researchers H. Nieuwenhuis trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Methods of Mathematical Finance
  2. A Didactic Note on Affine Stochastic Volatility Models
  3. On multigrid for linear complementarity problems with application to American-style options.
  4. Not-so-complex logarithms in the Heston model
  5. Efficient Pricing of Derivatives on Assets with Discrete Dividends
  6. The Pricing of Options and Corporate Liabilities
  7. Markov Processes: Characterization and Convergence
  8. Moment explosions in stochastic volatility models (Finance and Stochastics)
  9. A Jump-Diffusion Model for Option Pricing (Management Sciences)
  10. Extended Libor Market Models with Stochastic Volatility

Their papers